Related papers: Dualities in random matrix theory
We describe a new universality class for unitary invariant random matrix ensembles. It arises in the double scaling limit of ensembles of random $n \times n$ Hermitian matrices $Z_{n,N}^{-1} |\det M|^{2\alpha} e^{-N \Tr V(M)} dM$ with…
We suggest a method of studying the joint probability density (JPD) of an eigenvalue and the associated 'non-orthogonality overlap factor' (also known as the 'eigenvalue condition number') of the left and right eigenvectors for…
It is known that hermitean random matrix ensembles can be identified with symmetric coset spaces of Lie groups, or else with tangent spaces of the same. This results in a classification of random matrix ensembles as well as applications in…
We present a systematic recipe for generating and classifying duality transformations in one-dimensional quantum lattice systems. Our construction emphasizes the role of global symmetries, including those described by (non)-abelian groups…
Two types of parameter dependent generalizations of classical matrix ensembles are defined by their probability density functions (PDFs). As the parameter is varied, one interpolates between the eigenvalue PDF for the superposition of two…
Nonlocal properties of an ensemble of diagonal random unitary matrices of order $N^2$ are investigated. The average Schmidt strength of such a bipartite diagonal quantum gate is shown to scale as $\log N$, in contrast to the $\log N^2$…
Skew orthogonal polynomials arise in the calculation of the $n$-point distribution function for the eigenvalues of ensembles of random matrices with orthogonal or symplectic symmetry. In particular, the distribution functions are completely…
We investigate some properties of non-symmetric Jack, Hermite and Laguerre polynomials which occur as the polynomial part of the eigenfunctions for certain Calogero-Sutherland models with exchange terms. For the non-symmetric Jack…
We compute exact asymptotic of the statistical density of random matrices belonging to the Generalized Gaussian orthogonal, unitary and symplectic ensembles such that there no eigenvalues in the interval $[\sigma, +\infty[$. In particular,…
This paper introduces a novel approach to probabilistic deep learning, kernel density matrices, which provide a simpler yet effective mechanism for representing joint probability distributions of both continuous and discrete random…
Random contractions (sub-unitary random matrices) appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with discrete time. We analyze statistical properties of complex…
The conventional duality analysis is employed to identify a location of a critical point on a uniform lattice without any disorder in its structure. In the present study, we deal with the random planar lattice, which consists of the…
Explicit expressions are proven for derivatives of the ratio of a determinant or Pfaffian determinant and a Vandermonde determinant. Such ratios appear for example in general group integrals of Harish-Chandra--Itzykson--Zuber type and in…
We consider random non-hermitean matrices in the large $N$ limit. The power of analytic function theory cannot be brought to bear directly to analyze non-hermitean random matrices, in contrast to hermitean random matrices. To overcome this…
Statistical properties of ensembles of random density matrices are investigated. We compute traces and von Neumann entropies averaged over ensembles of random density matrices distributed according to the Bures measure. The eigenvalues of…
We establish a new connection between moments of $n \times n$ random matrices $X_n$ and hypergeometric orthogonal polynomials. Specifically, we consider moments $\mathbb{E}\mathrm{Tr} X_n^{-s}$ as a function of the complex variable $s \in…
The paper is concerned with the correlation functions of the characteristic polynomials of random matrices with independent complex entries. We investigate how the asymptotic behavior of the correlation functions depends on the second…
We study $k$-point correlators of characteristic polynomials in non-Hermitian ensembles of random matrices, focusing on the real, complex and quaternion $N \times N$ Ginibre ensembles. Our approach is based on the technique of character…
We consider 1d random Hermitian $N\times N$ block band matrices consisting of $W\times W$ random Gaussian blocks (parametrized by $j,k \in\Lambda=[1,n]\cap \mathbb{Z}$, $N=nW$) with a fixed entry's variance…
The Ginibre ensemble of nonhermitean random Hamiltonian matrices $K$ is considered. Each quantum system described by $K$ is a dissipative system and the eigenenergies $Z_{i}$ of the Hamiltonian are complex-valued random variables. The…